feat: curve regime
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OpenSquared
@@ -1164,6 +1164,16 @@ export const useWaveletWatchlistSignals = () =>
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staleTime: 5 * 60_000,
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})
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// Instrument-level Curve Regime (services.curve_regime) per Watchlist instrument — cached
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// on the same refresh cadence as the wavelet cache (services.wavelet_scheduler), NOT the
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// global macro regime. Feeds the Dashboard's "Curve Regime" card.
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export const useWatchlistCurveRegimes = () =>
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useQuery({
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queryKey: ['watchlist-curve-regimes'],
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queryFn: () => api.get('/watchlist/curve-regimes').then(r => r.data as { items: any[] }),
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staleTime: 5 * 60_000,
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})
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export const useLogCycles = () =>
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useQuery({
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queryKey: ['log-cycles'],
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@@ -6,7 +6,7 @@ import {
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useRiskDashboard, useRiskRadar, useGeoNews,
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useCycleStatus,
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useInstrumentsWatchlist, useInstrumentsWatchlistQuotes, useWatchlistHistory, useQuickAddInstrument, useSaxoIvWatchlist, useLatestCycleReport,
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useWaveletWatchlistSignals,
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useWatchlistCurveRegimes,
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} from '../hooks/useApi'
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import { Clock, Globe, ArrowUpRight, Newspaper, Waves, Link2 } from 'lucide-react'
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import { Link, useNavigate } from 'react-router-dom'
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@@ -132,7 +132,7 @@ export default function Dashboard() {
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const activeWatchlistName = ((watchlistItems as any) ?? []).find((w: any) => w.ticker === activeWatchlistTicker)?.name || activeWatchlistTicker
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const { data: watchlistHistoryData, isLoading: watchlistHistoryLoading } = useWatchlistHistory(activeWatchlistTicker, watchlistChartPeriod)
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const { data: latestCycleReportData } = useLatestCycleReport()
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const { data: waveletSignalsData } = useWaveletWatchlistSignals()
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const { data: curveRegimesData } = useWatchlistCurveRegimes()
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const { data: saxoIvWatchlistData } = useSaxoIvWatchlist()
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// Double-click on a Watchlist row opens it in Instrument Analysis. Always quick-adds
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@@ -1013,50 +1013,51 @@ export default function Dashboard() {
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<TradeRankList trades={openPositions} mode="recent" title="🏆 Trades Overview" linkTo="/portfolio" tickerLabel={underlyingDisplayName} />
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{/* Wavelets Signal — latest per-ticker signal from the watchlist scan (computed each
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cycle). Single click on the card = Wavelets Simulation overview; double-click a
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row = that instrument's Analysis page, Wavelets panel open directly. */}
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{/* Curve Regime — instrument-level regime classification (services.curve_regime),
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cached per-instrument on the same refresh cadence as the wavelet cache. Distinct
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from the global macro regime shown elsewhere. Double-click a row = that
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instrument's Analysis page, Curve Regime tab open directly. */}
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{(() => {
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const signals: any[] = waveletSignalsData?.signals ?? []
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const regimes: any[] = curveRegimesData?.items ?? []
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const nameByTicker: Record<string, string> = {}
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for (const w of ((watchlistItems as any[]) ?? [])) nameByTicker[w.ticker] = w.name || w.ticker
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const scoreColor = (s: number | null) => s == null ? 'text-slate-600' : s >= 0.75 ? 'text-emerald-400' : s >= 0.5 ? 'text-amber-400' : 'text-slate-400'
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return (
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<div className="card">
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<Link to="/wavelets-simulation" className="flex items-center justify-between mb-1 hover:opacity-80 transition-opacity">
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<div className="flex items-center justify-between mb-1">
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<span className="section-title mb-0 text-[10px] flex items-center gap-1">
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<Waves className="w-2.5 h-2.5" /> Wavelets Signal
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<Waves className="w-2.5 h-2.5" /> Curve Regime
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</span>
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<ArrowUpRight className="w-3 h-3 text-slate-600" />
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</Link>
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{signals.length > 0 ? (
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</div>
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{regimes.length > 0 ? (
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<div className="space-y-1.5 mt-1 max-h-[190px] overflow-y-auto pr-0.5">
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{signals.map((s: any, i: number) => (
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{regimes.map((r: any, i: number) => (
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<div
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key={i}
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onDoubleClick={() => quickAddInstrument.mutate(s.ticker, {
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onSuccess: ({ id }) => navigate(`/instruments/${encodeURIComponent(id)}?tab=wavelets`),
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onError: (e) => console.error(`[WaveletsSignal] failed to open ${s.ticker} in Instrument Analysis:`, e),
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onDoubleClick={() => quickAddInstrument.mutate(r.ticker, {
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onSuccess: ({ id }) => navigate(`/instruments/${encodeURIComponent(id)}?tab=regime`),
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onError: (e) => console.error(`[CurveRegime] failed to open ${r.ticker} in Instrument Analysis:`, e),
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})}
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title="Double-click to open in Instrument Analysis → Wavelets"
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title="Double-click to open in Instrument Analysis → Curve Regime"
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className="flex items-center gap-1.5 text-[10px] rounded px-1 -mx-1 py-0.5 cursor-pointer hover:bg-dark-700/40 transition-colors"
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>
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<span className={clsx('shrink-0',
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s.direction === 'up' ? 'text-emerald-400' : s.direction === 'down' ? 'text-red-400' : 'text-slate-700'
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r.direction === 'up' ? 'text-emerald-400' : r.direction === 'down' ? 'text-red-400' : 'text-slate-700'
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)}>
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{s.direction === 'up' ? '↑' : s.direction === 'down' ? '↓' : '·'}
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{r.direction === 'up' ? '↑' : r.direction === 'down' ? '↓' : '·'}
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</span>
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<span className="text-slate-200 font-bold shrink-0 truncate max-w-[90px]" title={s.ticker}>
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{nameByTicker[s.ticker] || s.ticker}
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<span className="text-slate-200 font-bold shrink-0 truncate max-w-[90px]" title={r.ticker}>
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{nameByTicker[r.ticker] || r.ticker}
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</span>
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<span className="text-slate-500 truncate flex-1 text-[9px]">
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{s.band_label ? `${s.band_label} · ${s.signal_kind ?? 'veille'}` : 'Pas de données'}
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<span className={clsx('truncate flex-1 text-[9px] font-semibold', scoreColor(r.score))}>
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{r.regime_label ?? 'Pas de données'}
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</span>
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{s.computed_at && <span className="text-[8px] text-slate-700 shrink-0 font-mono">{s.computed_at.slice(0, 10)}</span>}
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{r.computed_at && <span className="text-[8px] text-slate-700 shrink-0 font-mono">{r.computed_at.slice(0, 10)}</span>}
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</div>
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))}
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</div>
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) : (
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<div className="text-[10px] text-slate-600 mt-1">No wavelet signal detected — le prochain cycle en calculera</div>
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<div className="text-[10px] text-slate-600 mt-1">Aucun régime calculé — le prochain rafraîchissement s'en chargera</div>
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)}
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</div>
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)
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@@ -1799,9 +1799,16 @@ export default function InstrumentDashboard({ instrumentIdProp, isVisible }: { i
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const waveletChartData = useMemo(() => {
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if (!waveletData) return []
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const { dates, original, bands, mean } = waveletData
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// mean is a single scalar for a whole-range decomposition (/wavelet/analyze), but a
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// per-day series for the causal/rolling one (/wavelet/rolling and the cached decomposition
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// this tab loads by default) — each trailing window is de-meaned independently before
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// decomposing it, and that mean drifts as the window slides forward, so there's no single
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// constant that reconstructs every day correctly. Without picking the right one per day,
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// the reconstruction (and the shared price axis it's plotted on) comes out silently
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// missing the entire price level, not just slightly off.
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return dates.map((d: string, i: number) => {
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const row: any = { date: d.slice(0, 10), original: original[i] }
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let recon = mean ?? 0
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let recon = Array.isArray(mean) ? (mean[i] ?? 0) : (mean ?? 0)
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for (const b of bands) { row[b.label] = b.series[i]; recon += b.series[i] }
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row.reconstruction = recon
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return row
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